Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
15/07/2024 | 0.15% | 6.84 CHF | 6.85 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 3,058,980 CHF | 1,021,160 CHF | 99.19% | 99.19% |
12/07/2024 | 0.15% | 6.80 CHF | 6.81 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 3,039,960 CHF | 1,014,820 CHF | 99.27% | 99.27% |
11/07/2024 | 0.15% | 6.68 CHF | 6.69 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 3,052,340 CHF | 1,018,950 CHF | 99.22% | 99.22% |
10/07/2024 | 0.15% | 6.78 CHF | 6.79 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 3,030,960 CHF | 1,011,820 CHF | 99.23% | 99.23% |
09/07/2024 | 0.15% | 6.67 CHF | 6.68 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 3,024,060 CHF | 1,009,520 CHF | 99.24% | 99.24% |
08/07/2024 | 0.15% | 6.80 CHF | 6.81 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 3,084,800 CHF | 1,029,770 CHF | 99.24% | 99.24% |
05/07/2024 | 0.15% | 6.76 CHF | 6.77 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 3,056,380 CHF | 1,020,290 CHF | 99.23% | 99.23% |
04/07/2024 | 0.15% | 6.78 CHF | 6.79 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 3,036,540 CHF | 1,013,680 CHF | 99.23% | 99.23% |
03/07/2024 | 0.15% | 6.62 CHF | 6.63 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 2,980,270 CHF | 994,923 CHF | 99.23% | 99.23% |
02/07/2024 | 0.16% | 6.45 CHF | 6.46 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 2,899,110 CHF | 967,870 CHF | 99.22% | 99.22% |